KTH Mathematics


Jonas Hallgren

Mathematical Statistics

Mathematical Statistics Faculty

Conference Talks
  • Calibration of Stochastic Volatility Models using Particle Markov Chain Monte Carlo Methods PDF. Bachelier Finance Society 7th World Congress (BFS 2012), Sydney, June 2012.

Current Teaching

Address:
Department of Mathematics
Royal Institute of Technology
SE-100 44 Stockholm
Sweden
Email: jonas math kth se
Phone: +46 8 790 84 55
Office: 3731
Published by: Jonas Hallgren 05-Feb-2013